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H-infinity deconvolution filtering: a Krein space approach in state-space setting
Received:January 27,2007  Revised:November 19,2007
Keywords:Deconvolution  H-infinity  Krein space  Riccati equations
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Xiao LU , Huanshui ZHANG , Wei WANG1, Jie YAN Research Center of Information and Control, Dalian University of Technology, Dalian Liaoning 116024, China; Key Laboratory for Robot & Intelligent Technology of Shandong Province, Shandong University of Science and Technology, Qingdao Shandong 266510, China; School of Control Science and Engineering, Shandong University, Jinan Shandong 250001, China 
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Abstract:
      This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models. The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.
Xiao LU , Huanshui ZHANG , Wei WANG1, Jie YAN.H-infinity deconvolution filtering: a Krein space approach in state-space setting[J].Journal of Control Theory and Applications,2009,7(2):185~.
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